Cann Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:166.86% (+27.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1459 | 9.09 | |
| 0.2975 | 10.50 | |
| 0.7156 | 31.40 | |
| -0.0806 | -2.29 |
Estimation Period:
May 4, 2017 to Feb 13, 2026
May 4, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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